+803.7%
B vs BBWI
+1,034.6%
-230.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.1% | -2.3% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +9.4% | -5.2% | +14.6% | +9.6% |
| 3M | +5.0% | +11.1% | -6.1% | +4.4% |
| 6M | -3.5% | -13.4% | +9.8% | -3.3% |
| YTD | +4.5% | +0.1% | +4.4% | +4.0% |
| 1Y | +67.8% | -36.1% | +103.9% | +69.6% |
| 3Y | +196.7% | -44.1% | +240.8% | +199.4% |
| 5Y | +151.9% | -66.2% | +218.2% | +156.5% |
| 10Y | +202.2% | -54.8% | +256.9% | +197.0% |
| All | +803.7% | +1,034.6% | -230.9% | +893.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling